Your portfolio is comprised of 30% of stock X, 40% of stock Y, and 30% of stock Z. Stock X has a beta of .8, stock Y has a beta of 1.2, and stock Z has a beta of 2.8. What is the beta of your portfolio? 01.01 O 1.27 O 1.38 1.56 O 1.69

Intermediate Financial Management (MindTap Course List)
13th Edition
ISBN:9781337395083
Author:Eugene F. Brigham, Phillip R. Daves
Publisher:Eugene F. Brigham, Phillip R. Daves
Chapter2: Risk And Return: Part I
Section: Chapter Questions
Problem 12P: Stock R has a beta of 1.5, Stock S has a beta of 0.75, the expected rate of return on an average...
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Your portfolio is comprised of 30% of stock X, 40% of stock Y, and 30% of stock Z. Stock X
has a beta of .8, stock Y has a beta of 1.2, and stock Z has a beta of 2.8. What is the beta of
your portfolio?
01.01
O 1.27
O 1.38
1.56
O 1.69
Transcribed Image Text:Your portfolio is comprised of 30% of stock X, 40% of stock Y, and 30% of stock Z. Stock X has a beta of .8, stock Y has a beta of 1.2, and stock Z has a beta of 2.8. What is the beta of your portfolio? 01.01 O 1.27 O 1.38 1.56 O 1.69
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